2016-03-07 |
MARKET DATA |
No 45 (2827) |
MARKET SUMMARY1 |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
500,00 |
506,56 |
43 |
95,00 |
97,04 |
6 |
595,00 |
603,60 |
49 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
PS0416 |
PL0000106340 |
100,46 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,51 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,14 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,76 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,13 |
98,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,20 |
106,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,78 |
104,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,35 |
102,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,02 |
96,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,15 |
105,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,27 |
113,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,40 |
98,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,34 |
114,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,12 |
99,09 |
99,050 |
99,100 |
99,040 |
99,100 |
99,081 |
205 000 |
206,69 |
17 |
DS1021 |
PL0000106670 |
118,35 |
118,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,95 |
119,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,25 |
109,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,80 |
103,85 |
103,720 |
103,720 |
103,720 |
103,720 |
103,720 |
10 000 |
10,57 |
1 |
DS0726 |
PL0000108866 |
96,15 |
96,00 |
96,000 |
96,250 |
96,000 |
96,250 |
96,080 |
250 000 |
244,09 |
23 |
WS0428 |
PL0000107611 |
92,68 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,32 |
127,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,75 |
100,79 |
100,750 |
100,750 |
100,750 |
100,750 |
100,750 |
35 000 |
45,20 |
2 |
IZ0823 |
PL0000105359 |
109,50 |
111,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,30 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,38 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,05 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,31 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,50 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,80 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,05 |
94,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
500 000 |
506,56 |
43 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1021 |
XS1306382364 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0925 |
XS1288467605 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0126 |
XS1346201616 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0527 |
XS1209947271 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0136 |
XS1346201889 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BILLS |
Bond |
ISIN |
Days to maturity |
Best bid/offer |
TRANSACTIONS - Prices |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
Clearing price (PLN) |
(pcs) |
(PLN M) |
(pcs) |
31AUG16 |
PL0000004974 |
175 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
203 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,49 |
99,57 |
1,36 |
1,15 |
99,53 |
1,25 |
IZ0816 |
PL0000103529 |
100,61 |
101,04 |
--- |
--- |
100,83 |
--- |
PS1016 |
PL0000106795 |
102,12 |
102,22 |
1,33 |
1,17 |
102,17 |
1,25 |
WZ0117 |
PL0000106936 |
100,27 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
103,74 |
103,86 |
1,38 |
1,28 |
103,80 |
1,33 |
OK0717 |
PL0000108502 |
98,08 |
98,25 |
1,42 |
1,29 |
98,17 |
1,35 |
DS1017 |
PL0000104543 |
106,18 |
106,34 |
1,38 |
1,28 |
106,26 |
1,33 |
WZ0118 |
PL0000104717 |
100,35 |
100,52 |
--- |
--- |
100,44 |
--- |
PS0418 |
PL0000107314 |
104,74 |
104,92 |
1,47 |
1,39 |
104,83 |
1,43 |
PS0718 |
PL0000107595 |
102,30 |
102,47 |
1,51 |
1,43 |
102,39 |
1,47 |
OK1018 |
PL0000109062 |
95,99 |
96,17 |
1,57 |
1,50 |
96,08 |
1,53 |
WZ0119 |
PL0000107603 |
100,01 |
100,19 |
--- |
--- |
100,10 |
--- |
PS0719 |
PL0000108148 |
105,13 |
105,34 |
1,67 |
1,61 |
105,24 |
1,64 |
DS1019 |
PL0000105441 |
113,25 |
113,48 |
1,70 |
1,64 |
113,37 |
1,67 |
WZ0120 |
PL0000108601 |
99,27 |
99,50 |
--- |
--- |
99,39 |
--- |
PS0420 |
PL0000108510 |
98,31 |
98,59 |
1,93 |
1,86 |
98,45 |
1,89 |
DS1020 |
PL0000106126 |
114,26 |
114,41 |
1,99 |
1,96 |
114,34 |
1,97 |
WZ0121 |
PL0000106068 |
98,44 |
98,77 |
--- |
--- |
98,61 |
--- |
PS0421 |
PL0000108916 |
99,09 |
99,29 |
2,19 |
2,15 |
99,19 |
2,17 |
DS1021 |
PL0000106670 |
118,24 |
118,51 |
2,26 |
2,21 |
118,38 |
2,23 |
WS0922 |
PL0000102646 |
119,68 |
120,11 |
2,45 |
2,39 |
119,90 |
2,42 |
IZ0823 |
PL0000105359 |
108,16 |
113,77 |
--- |
--- |
110,97 |
--- |
DS1023 |
PL0000107264 |
109,12 |
109,49 |
2,66 |
2,61 |
109,31 |
2,63 |
WZ0124 |
PL0000107454 |
95,69 |
96,05 |
--- |
--- |
95,87 |
--- |
DS0725 |
PL0000108197 |
103,66 |
104,01 |
2,80 |
2,76 |
103,84 |
2,78 |
WZ0126 |
PL0000108817 |
94,00 |
94,55 |
--- |
--- |
94,28 |
--- |
DS0726 |
PL0000108866 |
95,79 |
96,17 |
2,97 |
2,93 |
95,98 |
2,95 |
WS0429 |
PL0000105391 |
124,97 |
128,93 |
3,36 |
3,04 |
126,95 |
3,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,50 |
99,58 |
1,33 |
1,12 |
99,54 |
1,23 |
IZ0816 |
PL0000103529 |
100,60 |
101,01 |
--- |
--- |
100,81 |
--- |
PS1016 |
PL0000106795 |
102,12 |
102,22 |
1,33 |
1,17 |
102,17 |
1,25 |
WZ0117 |
PL0000106936 |
100,27 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
103,73 |
103,87 |
1,39 |
1,27 |
103,80 |
1,33 |
OK0717 |
PL0000108502 |
98,11 |
98,25 |
1,39 |
1,29 |
98,18 |
1,34 |
DS1017 |
PL0000104543 |
106,18 |
106,33 |
1,38 |
1,29 |
106,26 |
1,33 |
WZ0118 |
PL0000104717 |
100,35 |
100,52 |
--- |
--- |
100,44 |
--- |
PS0418 |
PL0000107314 |
104,76 |
104,87 |
1,46 |
1,41 |
104,82 |
1,43 |
PS0718 |
PL0000107595 |
102,33 |
102,46 |
1,49 |
1,44 |
102,40 |
1,46 |
OK1018 |
PL0000109062 |
96,00 |
96,16 |
1,56 |
1,50 |
96,08 |
1,53 |
WZ0119 |
PL0000107603 |
100,01 |
100,16 |
--- |
--- |
100,09 |
--- |
PS0719 |
PL0000108148 |
105,08 |
105,30 |
1,69 |
1,62 |
105,19 |
1,65 |
DS1019 |
PL0000105441 |
113,18 |
113,38 |
1,72 |
1,67 |
113,28 |
1,69 |
WZ0120 |
PL0000108601 |
99,27 |
99,51 |
--- |
--- |
99,39 |
--- |
PS0420 |
PL0000108510 |
98,26 |
98,54 |
1,94 |
1,87 |
98,40 |
1,90 |
DS1020 |
PL0000106126 |
114,20 |
114,40 |
2,00 |
1,96 |
114,30 |
1,98 |
WZ0121 |
PL0000106068 |
98,45 |
98,72 |
--- |
--- |
98,59 |
--- |
PS0421 |
PL0000108916 |
98,99 |
99,13 |
2,21 |
2,18 |
99,06 |
2,19 |
DS1021 |
PL0000106670 |
118,30 |
118,44 |
2,25 |
2,22 |
118,37 |
2,24 |
WS0922 |
PL0000102646 |
119,79 |
120,06 |
2,44 |
2,40 |
119,93 |
2,41 |
IZ0823 |
PL0000105359 |
108,10 |
112,14 |
--- |
--- |
110,12 |
--- |
DS1023 |
PL0000107264 |
109,16 |
109,46 |
2,65 |
2,61 |
109,31 |
2,63 |
WZ0124 |
PL0000107454 |
95,73 |
96,09 |
--- |
--- |
95,91 |
--- |
DS0725 |
PL0000108197 |
103,62 |
103,91 |
2,80 |
2,77 |
103,77 |
2,78 |
WZ0126 |
PL0000108817 |
94,00 |
94,55 |
--- |
--- |
94,28 |
--- |
DS0726 |
PL0000108866 |
95,86 |
96,11 |
2,97 |
2,94 |
95,99 |
2,95 |
WS0429 |
PL0000105391 |
125,41 |
128,09 |
3,33 |
3,11 |
126,75 |
3,22 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,100 |
1,100 |
1,100 |
30 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,280 |
1,280 |
1,280 |
20 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,280 |
1,280 |
1,280 |
5 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,280 |
1,280 |
1,280 |
5 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
30 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,280 |
1,280 |
1,280 |
5 |
TOTAL |
95 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.